ICTSB01 cost by period  2026-10-20 00:58Z  frozen lock 2026-10-19T21:11:03.609959+00:00
parity: NET  n   862  mean -0.0499R  t -0.83  sum -43.0R  (frozen run: n 862, -0.0499R, t -0.83)
parity: GROSS n   884  mean +0.0849R  t +1.43  sum +75.0R  (frozen run: n 884, +0.0849R, t +1.43)

median file spread before the order (pt) and median 1R (pt) by year, primary trades:
  2005:0.00/3.0  2006:0.00/3.4  2007:0.00/3.5  2008:0.00/6.1  2009:0.00/4.5  2010:0.00/4.1  2011:0.00/6.2  2012:1.00/4.5  2013:1.00/4.3  2014:0.60/7.3  2015:0.70/7.1  2016:0.60/7.9  2017:0.60/6.1  2018:0.50/14.5  2019:0.50/11.7  2020:0.50/32.7

period                         NET (bid/ask, spread + slippage)          GROSS (mid, zero cost)                    mean spread / 1R
  2005-2011 (file spread 0)    n   384  mean +0.0748R  t +0.77  sum +28.7R   n   384  mean +0.1726R  t +1.83  sum +66.3R   0.000R
  2012-2013                    n    98  mean -0.5433R  t -4.35  sum -53.2R   n   106  mean -0.2585R  t -1.93  sum -27.4R   0.239R
  2014-2020                    n   380  mean -0.0486R  t -0.55  sum -18.5R   n   394  mean +0.0918R  t +1.03  sum +36.2R   0.078R
  2012-2020 (real file spread) n   478  mean -0.1500R  t -1.98  sum -71.7R   n   500  mean +0.0175R  t +0.23  sum +8.8R   0.111R
  2005-2020 (all)              n   862  mean -0.0499R  t -0.83  sum -43.0R   n   884  mean +0.0849R  t +1.43  sum +75.0R   0.061R

Reading: the NET minus GROSS gap per period is the cost (with small differences in which orders fill on bid/ask vs mid).